Anic Equity¶

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Total return since start: 0.625 %¶

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Equity now: -----------------------------> 49639.5 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43591.33 Kr¶

PnL: ---------------------------------------> -1284.25 Kr¶

DD now: ---------------------------------> -6.553 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 10:17:49.250215'

Anic Portfolio¶

Today¶

Return: 0.125 %¶

This Week¶

Return: -2.191 %¶

Total portfolio value¶

Return including deposits: 62.507 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 5.870000 1512.920000 89.920000 6.320000 1423.000014
Nederman Holding 1 -2.840000 205.000000 6.000000 3.020000 199.000000
Hennes & Mauritz B 6 -0.800000 917.640000 5.640000 0.620000 912.000000
Profoto Holding 7 0.000000 585.200000 3.200000 0.550000 581.999999
Eastnine 6 0.370000 658.800000 1.800000 0.270000 657.000000
ASSA ABLOY B 4 -0.160000 987.200000 -5.800000 -0.580000 993.000000
OX2 12 -0.660000 900.600000 -8.400000 -0.920000 909.000000
Biotage 1 -3.170000 137.500000 -11.500000 -7.720000 149.000000
Creaspac SPAC 40 0.210000 3820.000000 -14.000000 -0.370000 3834.000000
Atrium Ljungberg B 5 -0.500000 889.500000 -14.500000 -1.600000 904.000000
Gränges 10 0.390000 1022.000000 -17.000000 -1.640000 1039.000000
AcadeMedia 20 -0.990000 960.400000 -17.600000 -1.800000 978.000000
JM 7 -0.820000 932.400000 -17.600000 -1.850000 950.000002
BioGaia B 8 0.640000 885.600000 -18.400000 -2.040000 904.000000
Vitrolife 3 0.180000 658.200000 -18.800000 -2.780000 677.000001
Bufab 3 -0.400000 1055.400000 -20.600000 -1.910000 1076.000001
Latour B 4 -1.600000 834.400000 -21.600000 -2.520000 856.000000
Investor B 3 -0.280000 635.850000 -22.150000 -3.370000 657.999999
SKF B 5 0.980000 957.750000 -22.250000 -2.270000 980.000000
Vitec Software Group B 2 -2.350000 1079.000000 -25.000000 -2.260000 1104.000000
Sandvik 4 0.540000 822.800000 -25.200000 -2.970000 848.000000
Addnode Group B 7 -1.580000 873.600000 -31.400000 -3.470000 904.999998
Byggmax Group 33 -0.210000 933.900000 -33.100000 -3.420000 966.999990
Hexatronic Group 15 -1.010000 1034.100000 -36.900000 -3.450000 1071.000000
Hoist Finance 36 0.000000 972.000000 -39.000000 -3.860000 1010.999988
INVISIO 15 -0.630000 3532.500000 -39.500000 -1.110000 3571.999995
Sagax B 4 -2.720000 844.400000 -40.600000 -4.590000 885.000000
Alimak Group 12 -0.860000 963.600000 -43.400000 -4.310000 1007.000004
Sagax A 4 -3.670000 840.000000 -46.000000 -5.190000 886.000000
EQT 4 -2.640000 826.800000 -46.200000 -5.290000 873.000000
HEXPOL B 8 -3.310000 910.400000 -46.600000 -4.870000 957.000000
Orrön Energy 170 -2.770000 1997.500000 -48.500000 -2.370000 2045.999980
Platzer Fastigheter Holding B 12 -1.590000 894.000000 -57.000000 -5.990000 951.000000
Catena 2 -1.370000 746.000000 -60.000000 -7.440000 806.000000
Hexagon B 26 -0.920000 3352.700000 -67.300000 -1.970000 3420.000012
VEF 788 -0.260000 1807.670000 -95.330000 -5.010000 1903.000300
Sedana Medical 93 1.520000 2604.000000 -379.580000 -12.720000 2983.577733
TOTAL 43591.330000 -1284.250000 -6.55276% 44875.578016

Updated:¶

'2023-06-21 10:18:06.400013'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶